How constant are defconstants?

The Manual, page 68:
DEFCONSTANT is like DEFPARAMETER but does assert that the value
of the variable "name" is fixed and does license the compiler to
build assumptions into programs being compiled. (However, if the
compiler chooses to replace references to the name of the constant
by the value of the constant in code to be compiled, perhaps in
order to allow further optimization, the compiler must take care
that such "copies" appear to be EQL to the object that is the actual
value of the constant. For example, the compiler may freely make
copies of numbers but must exercise care when the value is a list.)
Suppose I say
(DEFCONSTANT *PLANETS*
'(MERCURY VENUS EARTH MARS JUPITER SATURN URANUS NEPTUNE PLUTO))
[and assume I got those in the right order]. It is now presumably
an error to say
(SETQ *PLANETS* x)
but what about
(SETF (CAR *PLANETS*) x) ?
It would seem problematic, since the compiler might want to compile
(CAR *PLANETS*) or (NTH 0 *PLANETS*) as 'MERCURY, just as it might
want to compile (CAR '(A B C)) as 'A.
For simple constants like that, the SETF seems unreasonable, but what's
a good way to create an array that is very expensive to initialize
(i.e., where computing the initial values takes a long time), and which
should be "read-only" thereafter (a la DEFSTRUCT)? I'm using
(DEFCONSTANT *THE-DATA* (MAKE-ARRAY ...))
followed by lots of
(SETF (AREF *THE-DATA* ...) <long computation>)
forms, but that looks strange. I'd like constant references into
*THE-DATA* to be replaced by the appropriate values, if possible, but
I'm really more interested in the read-only nature of the array itself.
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